#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Experimental/Volatility/InterestRateVolSurface.h>
#pragma unmanaged 
#include <ql\experimental\volatility\sabrvolsurface.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Indexes;
using namespace Cephei::QL;
using namespace Cephei::QL::Termstructures::Volatility;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Volatility {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ISabrVolSurface
	public ref class CSabrVolSurface  : 
            public CInterestRateVolSurface,
            public Cephei::QL::Experimental::Volatility::ISabrVolSurface
	{
	protected: 
		boost::shared_ptr<QuantLib::SabrVolSurface>* _ppSabrVolSurface;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SabrVolSurface>* _phSabrVolSurface;
#endif
		Object^ _SabrVolSurfaceOwner;     // reference to object that manages the storage for this object
	internal:
		CSabrVolSurface (Cephei::QL::Indexes::IInterestRateIndex^ index, Cephei::QL::Experimental::Volatility::IBlackAtmVolCurve^ atmCurve, Cephei::Core::IVector<Cephei::QL::Times::IPeriod^>^ optionTenors, Cephei::Core::IVector<Double>^ atmRateSpreads, Cephei::Core::IMatrix<Cephei::QL::IQuote^>^ volSpreads);
        CSabrVolSurface (boost::shared_ptr<QuantLib::SabrVolSurface>& childNative, Object^ owner);
        CSabrVolSurface (QuantLib::SabrVolSurface& childNative, Object^ owner);
        CSabrVolSurface (CSabrVolSurface^ copy);
        CSabrVolSurface (PLATFORM::Type^ t);
#ifdef STRUCT
        CSabrVolSurface (QuantLib::SabrVolSurface childNative);
#endif       
#ifdef HANDLE
		CSabrVolSurface (QuantLib::Handle<QuantLib::SabrVolSurface>& childNative, Object^ owner);
		CSabrVolSurface (QuantLib::Handle<QuantLib::SabrVolSurface> childNative);
#endif
		virtual ~CSabrVolSurface ();
		!CSabrVolSurface ();

	internal:
		QuantLib::SabrVolSurface& GetReference ();
		boost::shared_ptr<QuantLib::SabrVolSurface>& GetShared ();
		QuantLib::SabrVolSurface* GetPointer ();
        void SetSabrVolSurface (boost::shared_ptr<QuantLib::SabrVolSurface> native)
        {
            if (_ppSabrVolSurface != NULL)
                delete _ppSabrVolSurface;
            _ppSabrVolSurface = new boost::shared_ptr<QuantLib::SabrVolSurface> (native);
            SetInterestRateVolSurface (boost::dynamic_pointer_cast<QuantLib::InterestRateVolSurface> (*_ppSabrVolSurface));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SabrVolSurface>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::QL::Experimental::Volatility::IBlackAtmVolCurve^ AtmCurve 
        {
		    virtual Cephei::QL::Experimental::Volatility::IBlackAtmVolCurve^ get () ;
        }
        property Cephei::QL::Times::ICalendar^ Calendar 
        {
		    virtual Cephei::QL::Times::ICalendar^ get () ;
        }
        property Cephei::QL::Times::IDayCounter^ DayCounter 
        {
		    virtual Cephei::QL::Times::IDayCounter^ get () ;
        }
        property DateTime MaxDate 
        {
		    virtual DateTime get () ;
        }
        property Double MaxStrike 
        {
		    virtual Double get () ;
        }
        property Double MaxTime 
        {
		    virtual Double get () ;
        }
        property Double MinStrike 
        {
		    virtual Double get () ;
        }
        property DateTime ReferenceDate 
        {
		    virtual DateTime get () ;
        }
        property UInt32 SettlementDays 
        {
		    virtual UInt32 get () ;
        }
		virtual Cephei::QL::Termstructures::Volatility::ISmileSection^ SmileSectionImpl (Double t) ;
		virtual Cephei::Core::IVector<Double>^ VolatilitySpreads (DateTime d) ;
		virtual Cephei::Core::IVector<Double>^ VolatilitySpreads (Cephei::QL::Times::IPeriod^ prm1) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Experimental::Volatility::ISabrVolSurface^>::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Volatility::ISabrVolSurface::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Volatility::ISabrVolSurface_Factory::typeid)]
	public ref class CSabrVolSurface_Factory sealed : public ISabrVolSurface_Factory
	{
	public:
        virtual ISabrVolSurface^ Create (Cephei::QL::Indexes::IInterestRateIndex^ index, Cephei::QL::Experimental::Volatility::IBlackAtmVolCurve^ atmCurve, Cephei::Core::IVector<Cephei::QL::Times::IPeriod^>^ optionTenors, Cephei::Core::IVector<Double>^ atmRateSpreads, Cephei::Core::IMatrix<Cephei::QL::IQuote^>^ volSpreads);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Volatility */}
